Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
Percent.price.extention.to.re.enter and PPOthreshold

BEST PARAMETERS
Percent.price.extention.to.re.enter = 50
PPOthreshold = -0.1
Profit account= 108 (per day adjusted to desire% DD )
Activity = 7.72 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for Percent.price.extention.to.re.enter = 50 and PPOthreshold = -0.1

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
240 36490.76 873.53 5300.68 3 508 425 -17.7 50 -0.1 USDCAD 17.66893 56.5965121 16978.9536 20652.497 23.642574 0.5815484 No
150 60226.24 874.58 12818.68 4 657 515 -42.7 50 -0.1 GBPJPY 42.72893 23.4033457 7021.0037 14094.955 16.116256 0.7512177 No
180 70998.27 873.57 17462.89 4 616 499 -58.2 50 -0.1 GBPUSD 58.20963 17.1792870 5153.7861 12196.997 13.962243 0.7051524 No
30 61882.11 873.11 15262.46 4 767 647 -50.9 50 -0.1 AUDUSD 50.87487 19.6560712 5896.8214 12163.592 13.931339 0.8784689 No
270 82841.84 872.90 35324.24 5 519 411 -117.7 50 -0.1 USDCHF 117.74747 8.4927517 2547.8255 7035.552 8.059975 0.5945698 No
60 30076.27 868.24 13644.68 4 433 358 -45.5 50 -0.1 EURGBP 45.48227 21.9865911 6595.9773 6612.747 7.616266 0.4987100 No
330 144808.44 873.24 67570.52 4 791 652 -225.2 50 -0.1 XAUUSD 225.23507 4.4398060 1331.9418 6429.214 7.362482 0.9058220 No
210 81181.53 874.84 40687.76 4 746 620 -135.6 50 -0.1 NZDUSD 135.62587 7.3732248 2211.9674 5985.697 6.842047 0.8527274 No
120 105317.93 874.82 54916.02 5 551 438 -183.1 50 -0.1 EURUSD 183.05340 5.4628868 1638.8660 5753.399 6.576666 0.6298439 No
90 163869.78 874.54 306531.28 6 595 469 -1021.8 50 -0.1 EURJPY 1021.77093 0.9786929 293.6079 1603.782 1.833858 0.6803577 Yes
300 253860.81 874.57 493585.40 6 568 452 -1645.3 50 -0.1 USDJPY 1645.28467 0.6077976 182.3393 1542.960 1.764250 0.6494620 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.15
8 Profit.Take.Extension.Factor..PTEF.. 0.15
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 15 minutes
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 25
27 BB.Exit.number.of.SDs 1